Gotta recommend Baccano!, go for the English dub rather than subs. I'm only saying that 'cause it's an anime 'bout American gangsters (edit: in NY in the 1930s) 'n' the dub has some good voice acting (thanks to Funimation). It's quite short (16 episodes, I watched it all in one sitting), and also really very violent, and it's got some
really fascinating characters. Here's a scene from the first episode demonstrating 1) the good dub, 2) the violence, and 3) ... you'll see.
ALSO ALSO for all you manga lovers out there, try Pandora Hearts (they started to make an anime of it but it caught up with the manga, veered off-track and ended). It's got a fascinating story with tons of awesome characters who undergo so much character development... it's also still going on (at about 80 chapters) and updates once a month. My brother and I follow it rigorously 'cause it's amazing. The setting has mansions and servants and an alternate world, a monster-filled hell called "the abyss". People can form contracts with these monsters ("chains") and summon them, and chains tend to have specialized powers. Here's a chapter (
http://www.mangareader.net/350-24657-14/pandora-hearts/chapter-28.html) that demonstrates some characters and their interactions. And yeah. IT'S AWESOME.